-19.6%
HDB vs UPST
-14.4%
-5.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.0% | +2.6% |
| 7D | +13.7% | +4.4% | +9.3% | +13.5% |
| 30D | +15.8% | -7.7% | +23.5% | +16.2% |
| 3M | +9.2% | -28.4% | +37.7% | +10.7% |
| 6M | +3.2% | -23.2% | +26.3% | +4.1% |
| YTD | -29.4% | -49.1% | +19.8% | -27.8% |
| 1Y | -27.9% | -42.4% | +14.4% | -26.8% |
| 3Y | -5.9% | +5.4% | -11.2% | -9.7% |
| 5Y | -23.5% | -92.9% | +69.4% | -24.7% |
| All | -19.6% | -14.4% | -5.2% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling